Luiz Henrique Moraes Da Silva, Phd Email and Phone Number
I am a quantitative investment manager and data scientist with extensive experience in asset management, quantitative research, and academia. Currently, I am pursuing an MBA at London Business School.Previously, I worked as a Quantitative Investment Manager at SulAmerica Investments, where I developed and implemented systematic strategies across multiple asset classes. My work included creating a macro strategy with a realized Sharpe ratio of 1.5 and an algorithm using real-time data and Natural Language Processing to understand price formation in Brazil and US markets.Before SulAmerica, I held a leadership position at Safra Bank as a Data Scientist and Machine Learning Manager. I led a team of data scientists and developed over 10 AI models for various banking divisions. In academia, I served as an Associate Professor at the Getulio Vargas Foundation for nearly five years, designing and teaching a data analytics course, supervising graduate students' theses, and teaching undergraduate courses in Calculus and Statistics.Outside of work, I am a brown belt in Brazilian Jiu Jitsu. Feel free to reach out to me at luizm.mba2025@london.edu or connect with me on LinkedIn.Competencies: Python, unsupervised learning, algorithm development, systematic investing, statistical arbitrage, data analytics, machine learning, quantitative research, academic instruction.
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Vice President - Cross-Asset Quantitative Research - QisDeutsche BankLondon, Gb -
Mba Summer InternEncord Jul 2024 - Sep 2024London Area, United Kingdom -
Quantitative Investment Manager At Sulamérica InvestimentsSulamérica Oct 2021 - Jul 2023São Paulo, Brazil• Created quantitative investment strategies (systematic macro) by combining signal processing and spectral decomposition with carry and trend-following, delivering an up-to-date realized Sharpe ratio of 1.5, surpassing all quantitative funds in Brazil during the same period in 2023• Engineered an algorithm leveraging market news and social media data with NLP and unsupervised learning to model volatility and price formation in US and Brazil. Used by funds with more than £7Bn AUM• Built a tail-risk indicator for a basket of stocks by combining Principal Component Analysis, random matrix theory and gradient boosting supervised classification successfully avoiding crashes greater than 5% on several occasions using options and other derivatives• Implemented a multi-asset portfolio construction tool combining quasi-Monte Carlo, factor analysis and constrained optimization, building bespoke portfolios for clients and achieving customized investment objectives -
ProfessorFgv - Fundação Getulio Vargas Jan 2019 - Jul 2023São Paulo, BrazilProfessor of São Paulo School of Economics - EESP and São Paulo School of Business Administration - EAESP• Designed and taught the Data Analytics course for the Master's (graduate) program of EESP, Data Science emphasis, since its inception and co-supervised the thesis work of five graduate students• Taught undergraduate courses such as Statistics and Calculus (in English and Portuguese) for Business and Economics majors over nearly 5 years for more than 700 students -
Data Science And Machine Learning ManagerSafra Aug 2020 - Oct 2021São Paulo, Brazil• Directed a team of data scientists in developing 15+ AI models for 6 banking divisions, including projects in fraud prevention, macroeconomics, compliance, CRM, human resources and legal• Developed a nowcasting algorithm using non-parametric statistics and a mix of econometrics, proprietary and web-scraped data to accurately predict short-term inflation in over 90% of Brazil's inflation index subsectors• Improved the bank’s anomaly and outlier detection model for fraud prevention in cash transactions, reducing processing time by more than 80% while maintaining accuracy -
Quantitative ResearcherQuantco Investiments Ltda Feb 2018 - Aug 2020São Paulo, Brazil• Created a statistical arbitrage trading strategy involving a basket of stocks and the equity index(Bovespa), with an allocation of around £1 mi
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Product AnalystMaps S.A Soluções E Serviços Aug 2016 - Jan 2018São Paulo Area, Brazil• Implemented pricing calculators for fixed income assets and derivatives as well as risk models and simulation tools for the company's main product, being used by more than 30 financial institutions in Brazil
Luiz Henrique Moraes Da Silva, Phd Education Details
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Master Of Business Administration - Mba -
Econometrics And Quantitative Economics
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3.98 / 4.00 -
Physics
Frequently Asked Questions about Luiz Henrique Moraes Da Silva, Phd
What company does Luiz Henrique Moraes Da Silva, Phd work for?
Luiz Henrique Moraes Da Silva, Phd works for Deutsche Bank
What is Luiz Henrique Moraes Da Silva, Phd's role at the current company?
Luiz Henrique Moraes Da Silva, Phd's current role is Vice President - Cross-Asset Quantitative Research - QIS.
What schools did Luiz Henrique Moraes Da Silva, Phd attend?
Luiz Henrique Moraes Da Silva, Phd attended London Business School, Fgv - Fundação Getulio Vargas, University Of Wisconsin-Milwaukee, Universidade De São Paulo.
Who are Luiz Henrique Moraes Da Silva, Phd's colleagues?
Luiz Henrique Moraes Da Silva, Phd's colleagues are Pradhan Kamath, Agnieszka P., Van Stice, Ctma, Gunjan Jain, Barbara Sommer, Rainya Mosher, Thomas Köllner.
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